Cory said
Hi, I was looking through past inquiries about ivreg in stata when the
first stage regression is a probit. I found the following advice,
following Wooldridge (2002):
. probit w x1-xn z
. predict ghat
. ivreg y x1-xn (w = ghat)
My question is not so much about the econometrics as it is about how to
tell stata to do what I want it to do.
findit cdsimeq
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
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